Problems with Windows Media Player

I have been using Windows Media Player, not sure which version, to play video's and music etc...An example being Ronnie Colemans Cost of Redemption. Plays fine, no problems. However, I recently downloaded Windows Media Player version 10.0 from Download.com and I now have a major problem. When I play it, it starts downloading a 'codec' then cant find it, thus, the video doesnt play.